On the convergence of LePage series in Skorokhod space

DOI10.1016/J.SPL.2011.09.011zbMATH Open1230.60013arXiv1107.2193OpenAlexW2092125437MaRDI QIDQ654492FDOQ654492

Authors: Youri Davydov, Clément Dombry 

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We consider the problem of the convergence of the so-called Le Page series in the Skohorod space $$ and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an $alpha$-stable distribution on $$ with given spectral measure.

Full work available at URL: https://arxiv.org/abs/1107.2193

Recommendations

• On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes
• Lévy-LePage series representation of stable vectors: convergence in variation
• Convergence to stable laws in the space \(\mathcal D\)
• Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables
• scientific article; zbMATH DE number 1303223

zbMATH Keywords

stable distributionSkorokhod spaceLePage series

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stable stochastic processes (60G52)

Cites Work

• Title not available (Why is that?)
• The theory of stochastic processes. I. Translated from the Russian by S. Kotz.
• Title not available (Why is that?)
• Comparison theorems, random geometry and some limit theorems for empirical processes
• Title not available (Why is that?)
• Regular variation for measures on metric spaces
• Strictly stable distributions on convex cones
• Extreme value theory for space-time processes with heavy-tailed distributions
• Series of random processes without discontinuities of the second kind

Cited In (6)

• Lévy-LePage series representation of stable vectors: convergence in variation
• Time regularity of Lévy-type evolution in Hilbert spaces and of some \(\alpha \)-stable processes
• Convex hulls of regularly varying processes
• On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes
• Convergence to Stable Laws in the SpaceD

This page was built for publication: On the convergence of LePage series in Skorokhod space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q654492)